ECBOT 5 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 06-Apr-2009

Day Change Summary
	Previous	Current
	03-Apr-2009	06-Apr-2009	Change	Change %	Previous Week
Open	118-085	117-207	-0-198	-0.5%	118-082
High	118-097	117-242	-0-175	-0.5%	118-295
Low	117-155	117-115	-0-040	-0.1%	117-155
Close	117-167	117-135	-0-032	-0.1%	117-167
Range	0-262	0-127	-0-135	-51.5%	1-140
ATR	0-207	0-201	-0-006	-2.8%	0-000
Volume	283,868	333,408	49,540	17.5%	1,244,668

Daily Pivots for day following 06-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-225	118-147	117-205
R3	118-098	118-020	117-170
R2	117-291	117-291	117-158
R1	117-213	117-213	117-147	117-188
PP	117-164	117-164	117-164	117-152
S1	117-086	117-086	117-123	117-062
S2	117-037	117-037	117-112
S3	116-230	116-279	117-100
S4	116-103	116-152	117-065

Weekly Pivots for week ending 03-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	122-092	121-110	118-100
R3	120-272	119-290	117-294
R2	119-132	119-132	117-251
R1	118-150	118-150	117-209	118-071
PP	117-312	117-312	117-312	117-273
S1	117-010	117-010	117-125	116-251
S2	116-172	116-172	117-083
S3	115-032	115-190	117-040
S4	113-212	114-050	116-234

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-295	117-115	1-180	1.3%	0-167	0.4%	4%	False	True	265,795
10	118-295	117-115	1-180	1.3%	0-161	0.4%	4%	False	True	266,110
20	119-152	116-110	3-042	2.7%	0-210	0.6%	34%	False	False	311,475
40	119-152	116-020	3-132	2.9%	0-210	0.6%	40%	False	False	237,237

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-033
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	119-142
2.618	118-254
1.618	118-127
1.000	118-049
0.618	118-000
HIGH	117-242
0.618	117-193
0.500	117-178
0.382	117-164
LOW	117-115
0.618	117-037
1.000	116-308
1.618	116-230
2.618	116-103
4.250	115-215

Fisher Pivots for day following 06-Apr-2009
Pivot	1 day	3 day
R1	117-178	118-038
PP	117-164	117-284
S1	117-150	117-210

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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